Charles Schwab

Director, Treasury Capital Markets (PL)


Pay$207000.00 - $326500.00 / year
LocationLone Tree/Colorado
Employment typeOther

This job is now closed

  • Job Description

      Req#: 2024-100264

      Your opportunity


      At Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together.

      Lead front-office modeling, analytics, and optimization efforts with a focus on fixed-income, derivatives, and balance sheet modeling. Lead initiatives to enhance, streamline, and automate balance sheet analytics and forecasting. Support ALM Strategy, ALM Analytics, and Investments teams via new and existing capabilities, tools, reports, attributions, and optimizations. Collaborate with key business partners to drive portfolio analytics to support investment allocation decisions and strategy. Work with Model Risk Oversight to ensure models are in compliance. Conduct risk/return optimization considering internal goals/constraints as well as external/macro-economic factors Management responsibility of direct reports. Leverage industry investment research and stay abreast of peer and industry trends. Develop and maintain models used to forecast net interest revenue for the combined firm, which includes modeling of fixed income securities and new investments. Streamline and automate revenue-forecasting process to enable faster turnaround time and strategic value of the forecast. Inform balance sheet strategy and collaborate with the revenue forecasting team and balance sheet strategy team to meet ALM objectives. Position supervises 5 subordinates (1 Sr. Manager, Risk Analytics/Modeling (PL), 3 Sr. Manager, Risk Analytics/Modeling, and 1 Manager, Risk Analytics/Modeling). Position allows for partial remote work. Must live within reasonable commuting distance. Reports to company office in Lone Tree, CO. Subject to Schwab’s internal approach to workplace flexibility.

      Salary: $207,000.00 - $326,500.00

      What you have


      Bachelor’s degree in Economics, Finance, or a related field and 5 years of progressive, post-Bachelor’s related experience.

      Experience must include some experience in each of the following skills: PolyPaths AppPort, PolyPaths Enterprise, and PolyPaths ALM modeling fixed income securities, balance sheet assets, and balance sheet liabilities; Building automated processes within PolyPaths software using BatchCal, BatchALM, and Enterprise workflows; Using cash flow models such as Intex for analyzing structured investments; Option-adjusted valuation and risk metrics, including no-arbitrage interest rate models; Building statistical models for bank deposits and broker-dealer free credits; Owning models in a bank regulatory environment and partnering with model risk oversight function to develop, validate, and monitor models; and Structured Query Language (SQL) as well as a general purpose programming language such as Python.


      What’s in it for you

      At Schwab, we’re committed to empowering our employees’ personal and professional success. Our purpose-driven, supportive culture, and focus on your development means you’ll get the tools you need to make a positive difference in the finance industry. Our Hybrid Work and Flexibility approach balances our ongoing commitment to workplace flexibility, serving our clients, and our strong belief in the value of being together in person on a regular basis.

      We offer a competitive benefits package that takes care of the whole you – both today and in the future:

      • 401(k) with company match and Employee stock purchase plan
      • Paid time for vacation, volunteering, and 28-day sabbatical after every 5 years of service for eligible positions
      • Paid parental leave and family building benefits
      • Tuition reimbursement
      • Health, dental, and vision insurance
  • About the company

      The Charles Schwab Corporation is an American multinational financial services company founded and based in San Francisco, California.

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